+780.6%
V vs JD
+50.3%
+730.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.7% |
| 7D | +2.9% | +11.7% | -8.8% | +1.2% |
| 30D | +14.0% | +8.1% | +5.9% | +12.6% |
| 3M | +14.9% | -12.0% | +26.9% | +17.0% |
| 6M | +31.7% | -3.5% | +35.2% | +31.9% |
| YTD | +21.2% | +3.3% | +17.9% | +19.8% |
| 1Y | +25.3% | -7.4% | +32.7% | +25.9% |
| 3Y | +77.5% | +16.6% | +60.9% | +64.7% |
| 5Y | +102.6% | -57.9% | +160.4% | +113.3% |
| 10Y | +464.3% | +32.6% | +431.7% | +339.3% |
| All | +780.6% | +50.3% | +730.3% | +581.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling